Balance sheet changes in the Turkish banking sector in the face of FX rate volatility

Date

2023-4-10

Author

Malkoç, Mert

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In this thesis, we aim to see the changes in the various balance sheet items of the Turkish banking sector and the exchange rate between January 2008 and December 2021. The analysis of balance sheet items is conducted in the thesis including the Granger Causality method. Other than balance sheet items, the ratio of foreign borrowings to total assets, and the ratio of Turkish Lira denominated deposits to total loans are also included in the thesis to assess the changes in the balance sheet items of the Turkish banking sector. Our results show that in the face of increasing exchange rates, the banks try to limit their foreign borrowings and started to increase their deposits to fund the loan channels.

Subject Keywords

Foreign exchange, Balance sheet, Turkish banking sector

URI

https://hdl.handle.net/11511/103080

Collections

Graduate School of Applied Mathematics, Thesis